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MINI-LESSON 6: Fooled by Metrics (Correlation)

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N N Talebs Probability Moocs

A maximally simplified presentation of how metrics are random variables, and how they can be gamed. Uncorrelated variables will produce a correlation in samples.
For a more advanced version see the P Values paper:
https://arxiv.org/pdf/1603.07532.pdf

posted by ale1te2u